+85.2%
HST vs ZCMD
-100.0%
+185.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.3% |
| 7D | -1.0% | -8.0% | +7.0% | -1.0% |
| 30D | -12.3% | -27.9% | +15.6% | -12.1% |
| 3M | -6.4% | -74.6% | +68.2% | -6.4% |
| 6M | +15.0% | -99.5% | +114.5% | +20.3% |
| YTD | +30.5% | -99.7% | +130.3% | +38.2% |
| 1Y | +35.7% | -99.9% | +135.6% | +45.4% |
| 3Y | +68.4% | -100.0% | +168.4% | +91.0% |
| 5Y | +73.1% | -100.0% | +173.1% | +97.3% |
| All | +85.2% | -100.0% | +185.2% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling